Trading Metrics calculated at close of trading on 14-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-1999 |
14-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,411.40 |
10,237.20 |
-174.20 |
-1.7% |
10,273.00 |
High |
10,443.00 |
10,343.00 |
-100.00 |
-1.0% |
10,655.80 |
Low |
10,226.50 |
10,133.70 |
-92.80 |
-0.9% |
10,274.30 |
Close |
10,232.20 |
10,286.60 |
54.40 |
0.5% |
10,649.80 |
Range |
216.50 |
209.30 |
-7.20 |
-3.3% |
381.50 |
ATR |
163.95 |
167.19 |
3.24 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,882.33 |
10,793.77 |
10,401.72 |
|
R3 |
10,673.03 |
10,584.47 |
10,344.16 |
|
R2 |
10,463.73 |
10,463.73 |
10,324.97 |
|
R1 |
10,375.17 |
10,375.17 |
10,305.79 |
10,419.45 |
PP |
10,254.43 |
10,254.43 |
10,254.43 |
10,276.58 |
S1 |
10,165.87 |
10,165.87 |
10,267.41 |
10,210.15 |
S2 |
10,045.13 |
10,045.13 |
10,248.23 |
|
S3 |
9,835.83 |
9,956.57 |
10,229.04 |
|
S4 |
9,626.53 |
9,747.27 |
10,171.49 |
|
|
Weekly Pivots for week ending 08-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,671.13 |
11,541.97 |
10,859.63 |
|
R3 |
11,289.63 |
11,160.47 |
10,754.71 |
|
R2 |
10,908.13 |
10,908.13 |
10,719.74 |
|
R1 |
10,778.97 |
10,778.97 |
10,684.77 |
10,843.55 |
PP |
10,526.63 |
10,526.63 |
10,526.63 |
10,558.93 |
S1 |
10,397.47 |
10,397.47 |
10,614.83 |
10,462.05 |
S2 |
10,145.13 |
10,145.13 |
10,579.86 |
|
S3 |
9,763.63 |
10,015.97 |
10,544.89 |
|
S4 |
9,382.13 |
9,634.47 |
10,439.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,719.10 |
10,133.70 |
585.40 |
5.7% |
178.24 |
1.7% |
26% |
False |
True |
|
10 |
10,719.10 |
10,133.70 |
585.40 |
5.7% |
170.35 |
1.7% |
26% |
False |
True |
|
20 |
10,860.90 |
10,081.10 |
779.80 |
7.6% |
167.64 |
1.6% |
26% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
161.15 |
1.6% |
16% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
157.32 |
1.5% |
16% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
149.96 |
1.5% |
16% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
151.63 |
1.5% |
16% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
153.25 |
1.5% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,232.53 |
2.618 |
10,890.95 |
1.618 |
10,681.65 |
1.000 |
10,552.30 |
0.618 |
10,472.35 |
HIGH |
10,343.00 |
0.618 |
10,263.05 |
0.500 |
10,238.35 |
0.382 |
10,213.65 |
LOW |
10,133.70 |
0.618 |
10,004.35 |
1.000 |
9,924.40 |
1.618 |
9,795.05 |
2.618 |
9,585.75 |
4.250 |
9,244.18 |
|
|
Fisher Pivots for day following 14-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,270.52 |
10,391.25 |
PP |
10,254.43 |
10,356.37 |
S1 |
10,238.35 |
10,321.48 |
|